PORTFOLIO CREDIT RISK (I) - Building a model of credit risk that depends on macroeconomic variables - part 1 of 2.
| Year of publication: |
1997
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|---|---|
| Authors: | Wilson, Thomas |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 10.1997, 9, p. 111-119
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